Strategy Tester Report
Legato_USDJPY_Ver.4.11
| 通貨ペア | USDJPY.pers (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2005.01.10 10:50 - 2020.11.06 23:49 | ||||
| モデル | 始値のみ (バーの始めにしか動かないEA向け) | ||||
| パラメーター | Magic1=100; MMLots=0.01; UseMM=false; BalancePerLots=50000; Lots=0.1; MAXSpread=5; Close_Spread=true; comment="14157:Legato USDJPY"; BUY_logic=true; SELL_logic=true; Break_Even=true; Weekend_Close=true; End_Time=16; Even_BUY_Point=10; Even_SELL_point=10; BUY_TP1_Point_1=2.4; BUY_SL_Level_1=8; SELL_TP1_Point_1=2.4; SELL_SL_Level_1=8; BUY_TP2_Point=3.8; BUY_SL=25; SELL_TP2_Point=4; SELL_SL=30; Time_Close=true; BUY_CL_Time=10; SELL_CL_Time=14; | ||||
| テストバー数 | 1161588 | モデルティック数 | 2322649 | モデリング品質 | n/a |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 5 | ||
| 純益 | 1141228.00 | 総利益 | 4920312.00 | 総損失 | -3779084.00 |
| プロフィットファクタ | 1.30 | 期待利得 | 341.38 | ||
| 絶対ドローダウン | 22842.00 | 最大ドローダウン | 54058.00 (3.09%) | 相対ドローダウン | 4.73% (49321.00) |
| 総取引数 | 3343 | 売りポジション(勝率%） | 1578 (39.80%) | 買いポジション(勝率%） | 1765 (41.53%) |
| 勝率(%) | 1361 (40.71%) | 負率 (%) | 1982 (59.29%) | ||
| 最大 | 勝トレード | 12000.00 | 敗トレード | -3026.00 | |
| 平均 | 勝トレード | 3615.22 | 敗トレード | -1906.70 | |
| 最大 | 連勝(金額) | 9 (20596.00) | 連敗(金額) | 15 (-33886.00) | |
| 最大 | 連勝(トレード数) | 35909.00 (6) | 連敗(トレード数) | -33886.00 (15) | |
| 平均 | 連勝 | 2 | 連敗 | 2 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 301 | 2005.06.24 16:35 | buy | 96 | 0.10 | 109.385 | 0.000 | 0.000 | ||
| 302 | 2005.06.24 16:35 | close | 96 | 0.10 | 109.380 | 0.000 | 0.000 | -50.00 | 997618.00 |
| 303 | 2005.06.27 17:50 | buy | 97 | 0.10 | 109.405 | 0.000 | 0.000 | ||
| 304 | 2005.06.27 17:50 | modify | 97 | 0.10 | 109.405 | 109.155 | 110.355 | ||
| 305 | 2005.06.27 23:50 | close | 97 | 0.10 | 109.280 | 109.155 | 110.355 | -1250.00 | 996368.00 |
| 306 | 2005.06.28 05:20 | buy | 98 | 0.10 | 109.445 | 0.000 | 0.000 | ||
| 307 | 2005.06.28 05:20 | modify | 98 | 0.10 | 109.445 | 109.195 | 110.395 | ||
| 308 | 2005.06.28 11:45 | modify | 98 | 0.10 | 109.445 | 109.445 | 110.395 | ||
| 309 | 2005.06.28 16:40 | close | 98 | 0.10 | 109.980 | 109.445 | 110.395 | 5350.00 | 1001718.00 |
| 310 | 2005.07.04 13:05 | sell | 99 | 0.10 | 111.510 | 0.000 | 0.000 | ||
| 311 | 2005.07.04 13:05 | modify | 99 | 0.10 | 111.510 | 111.810 | 110.310 | ||
| 312 | 2005.07.04 22:55 | close | 99 | 0.10 | 111.615 | 111.810 | 110.310 | -1050.00 | 1000668.00 |
| 313 | 2005.07.06 01:15 | sell | 100 | 0.10 | 111.670 | 0.000 | 0.000 | ||
| 314 | 2005.07.06 01:15 | modify | 100 | 0.10 | 111.670 | 111.970 | 110.470 | ||
| 315 | 2005.07.06 13:45 | close | 100 | 0.10 | 111.915 | 111.970 | 110.470 | -2450.00 | 998218.00 |
| 316 | 2005.07.06 13:50 | sell | 101 | 0.10 | 111.900 | 0.000 | 0.000 | ||
| 317 | 2005.07.06 13:50 | modify | 101 | 0.10 | 111.900 | 112.200 | 110.700 | ||
| 318 | 2005.07.06 19:15 | s/l | 101 | 0.10 | 112.200 | 112.200 | 110.700 | -3000.00 | 995218.00 |
| 319 | 2005.07.07 12:05 | sell | 102 | 0.10 | 111.910 | 0.000 | 0.000 | ||
| 320 | 2005.07.07 12:05 | modify | 102 | 0.10 | 111.910 | 112.210 | 110.710 | ||
| 321 | 2005.07.08 02:10 | close | 102 | 0.10 | 112.035 | 112.210 | 110.710 | -1276.00 | 993942.00 |
| 322 | 2005.07.08 12:15 | buy | 103 | 0.10 | 112.315 | 0.000 | 0.000 | ||
| 323 | 2005.07.08 12:15 | modify | 103 | 0.10 | 112.315 | 112.065 | 113.265 | ||
| 324 | 2005.07.08 16:00 | close | 103 | 0.10 | 112.240 | 112.065 | 113.265 | -750.00 | 993192.00 |
| 325 | 2005.07.11 09:55 | sell | 104 | 0.10 | 111.900 | 0.000 | 0.000 | ||
| 326 | 2005.07.11 09:55 | modify | 104 | 0.10 | 111.900 | 112.200 | 110.700 | ||
| 327 | 2005.07.12 00:00 | close | 104 | 0.10 | 111.815 | 112.200 | 110.700 | 824.00 | 994016.00 |
| 328 | 2005.07.12 00:35 | sell | 105 | 0.10 | 111.770 | 0.000 | 0.000 | ||
| 329 | 2005.07.12 00:35 | modify | 105 | 0.10 | 111.770 | 112.070 | 110.570 | ||
| 330 | 2005.07.12 07:15 | modify | 105 | 0.10 | 111.770 | 111.770 | 110.570 | ||
| 331 | 2005.07.12 13:15 | close | 105 | 0.10 | 111.105 | 111.770 | 110.570 | 6650.00 | 1000666.00 |
| 332 | 2005.07.14 20:35 | buy | 106 | 0.10 | 112.275 | 0.000 | 0.000 | ||
| 333 | 2005.07.14 20:35 | modify | 106 | 0.10 | 112.275 | 112.025 | 113.225 | ||
| 334 | 2005.07.15 06:25 | close | 106 | 0.10 | 112.140 | 112.025 | 113.225 | -1365.00 | 999301.00 |
| 335 | 2005.07.18 04:55 | buy | 107 | 0.10 | 112.255 | 0.000 | 0.000 | ||
| 336 | 2005.07.18 04:55 | modify | 107 | 0.10 | 112.255 | 112.005 | 113.205 | ||
| 337 | 2005.07.18 09:30 | s/l | 107 | 0.10 | 112.005 | 112.005 | 113.205 | -2500.00 | 996801.00 |
| 338 | 2005.07.18 09:40 | buy | 108 | 0.10 | 112.075 | 0.000 | 0.000 | ||
| 339 | 2005.07.18 09:40 | modify | 108 | 0.10 | 112.075 | 111.825 | 113.025 | ||
| 340 | 2005.07.18 17:40 | s/l | 108 | 0.10 | 111.825 | 111.825 | 113.025 | -2500.00 | 994301.00 |
| 341 | 2005.07.19 21:10 | buy | 109 | 0.10 | 112.795 | 0.000 | 0.000 | ||
| 342 | 2005.07.19 21:10 | modify | 109 | 0.10 | 112.795 | 112.545 | 113.745 | ||
| 343 | 2005.07.20 07:15 | close | 109 | 0.10 | 113.110 | 112.545 | 113.745 | 3135.00 | 997436.00 |
| 344 | 2005.07.21 00:40 | sell | 110 | 0.10 | 112.790 | 0.000 | 0.000 | ||
| 345 | 2005.07.21 00:40 | modify | 110 | 0.10 | 112.790 | 113.090 | 111.590 | ||
| 346 | 2005.07.21 14:05 | t/p | 110 | 0.10 | 111.590 | 113.090 | 111.590 | 12000.00 | 1009436.00 |
| 347 | 2005.07.25 21:30 | sell | 111 | 0.10 | 111.430 | 0.000 | 0.000 | ||
| 348 | 2005.07.25 21:30 | modify | 111 | 0.10 | 111.430 | 111.730 | 110.230 | ||
| 349 | 2005.07.26 03:20 | s/l | 111 | 0.10 | 111.730 | 111.730 | 110.230 | -3026.00 | 1006410.00 |
| 350 | 2005.07.26 20:50 | buy | 112 | 0.10 | 112.365 | 0.000 | 0.000 | ||
| 351 | 2005.07.26 20:50 | modify | 112 | 0.10 | 112.365 | 112.115 | 113.315 | ||
| 352 | 2005.07.27 06:35 | modify | 112 | 0.10 | 112.365 | 112.365 | 113.315 | ||
| 353 | 2005.07.27 08:00 | close | 112 | 0.10 | 112.700 | 112.365 | 113.315 | 3335.00 | 1009745.00 |
| 354 | 2005.07.27 09:05 | buy | 113 | 0.10 | 112.775 | 0.000 | 0.000 | ||
| 355 | 2005.07.27 09:05 | modify | 113 | 0.10 | 112.775 | 112.525 | 113.725 | ||
| 356 | 2005.07.27 11:40 | s/l | 113 | 0.10 | 112.525 | 112.525 | 113.725 | -2500.00 | 1007245.00 |
| 357 | 2005.07.28 15:30 | buy | 114 | 0.10 | 112.395 | 0.000 | 0.000 | ||
| 358 | 2005.07.28 15:30 | modify | 114 | 0.10 | 112.395 | 112.145 | 113.345 | ||
| 359 | 2005.07.28 19:15 | s/l | 114 | 0.10 | 112.145 | 112.145 | 113.345 | -2500.00 | 1004745.00 |
| 360 | 2005.08.01 10:00 | sell | 115 | 0.10 | 112.170 | 0.000 | 0.000 | ||
| 361 | 2005.08.01 10:00 | modify | 115 | 0.10 | 112.170 | 112.470 | 110.970 | ||
| 362 | 2005.08.02 00:05 | close | 115 | 0.10 | 112.235 | 112.470 | 110.970 | -676.00 | 1004069.00 |
| 363 | 2005.08.02 21:25 | sell | 116 | 0.10 | 111.440 | 0.000 | 0.000 | ||
| 364 | 2005.08.02 21:25 | modify | 116 | 0.10 | 111.440 | 111.740 | 110.240 | ||
| 365 | 2005.08.03 04:35 | s/l | 116 | 0.10 | 111.740 | 111.740 | 110.240 | -3026.00 | 1001043.00 |
| 366 | 2005.08.03 20:00 | sell | 117 | 0.10 | 111.110 | 0.000 | 0.000 | ||
| 367 | 2005.08.03 20:00 | modify | 117 | 0.10 | 111.110 | 111.410 | 109.910 | ||
| 368 | 2005.08.04 10:05 | close | 117 | 0.10 | 110.845 | 111.410 | 109.910 | 2624.00 | 1003667.00 |
| 369 | 2005.08.04 22:40 | buy | 118 | 0.10 | 111.285 | 0.000 | 0.000 | ||
| 370 | 2005.08.04 22:40 | modify | 118 | 0.10 | 111.285 | 111.035 | 112.235 | ||
| 371 | 2005.08.05 07:55 | modify | 118 | 0.10 | 111.285 | 111.285 | 112.235 | ||
| 372 | 2005.08.05 16:00 | close | 118 | 0.10 | 112.020 | 111.285 | 112.235 | 7335.00 | 1011002.00 |
| 373 | 2005.08.08 00:15 | buy | 119 | 0.10 | 112.095 | 0.000 | 0.000 | ||
| 374 | 2005.08.08 00:15 | modify | 119 | 0.10 | 112.095 | 111.845 | 113.045 | ||
| 375 | 2005.08.08 05:35 | modify | 119 | 0.10 | 112.095 | 112.095 | 113.045 | ||
| 376 | 2005.08.08 10:35 | s/l | 119 | 0.10 | 112.095 | 112.095 | 113.045 | 0.00 | 1011002.00 |
| 377 | 2005.08.09 16:00 | buy | 120 | 0.10 | 112.075 | 0.000 | 0.000 | ||
| 378 | 2005.08.09 16:00 | modify | 120 | 0.10 | 112.075 | 111.825 | 113.025 | ||
| 379 | 2005.08.09 23:55 | close | 120 | 0.10 | 111.920 | 111.825 | 113.025 | -1550.00 | 1009452.00 |
| 380 | 2005.08.15 13:25 | sell | 121 | 0.10 | 109.480 | 0.000 | 0.000 | ||
| 381 | 2005.08.15 13:25 | modify | 121 | 0.10 | 109.480 | 109.780 | 108.280 | ||
| 382 | 2005.08.15 16:30 | s/l | 121 | 0.10 | 109.780 | 109.780 | 108.280 | -3000.00 | 1006452.00 |
| 383 | 2005.08.16 06:10 | sell | 122 | 0.10 | 109.390 | 0.000 | 0.000 | ||
| 384 | 2005.08.16 06:10 | modify | 122 | 0.10 | 109.390 | 109.690 | 108.190 | ||
| 385 | 2005.08.16 20:15 | close | 122 | 0.10 | 109.565 | 109.690 | 108.190 | -1750.00 | 1004702.00 |
| 386 | 2005.08.16 23:00 | buy | 123 | 0.10 | 109.535 | 0.000 | 0.000 | ||
| 387 | 2005.08.16 23:00 | modify | 123 | 0.10 | 109.535 | 109.285 | 110.485 | ||
| 388 | 2005.08.17 09:05 | close | 123 | 0.10 | 109.660 | 109.285 | 110.485 | 1235.00 | 1005937.00 |
| 389 | 2005.08.18 01:30 | buy | 124 | 0.10 | 109.805 | 0.000 | 0.000 | ||
| 390 | 2005.08.18 01:30 | modify | 124 | 0.10 | 109.805 | 109.555 | 110.755 | ||
| 391 | 2005.08.18 06:35 | modify | 124 | 0.10 | 109.805 | 109.805 | 110.755 | ||
| 392 | 2005.08.18 14:45 | close | 124 | 0.10 | 110.450 | 109.805 | 110.755 | 6450.00 | 1012387.00 |
| 393 | 2005.08.24 23:50 | sell | 125 | 0.10 | 110.170 | 0.000 | 0.000 | ||
| 394 | 2005.08.24 23:50 | modify | 125 | 0.10 | 110.170 | 110.470 | 108.970 | ||
| 395 | 2005.08.25 13:50 | modify | 125 | 0.10 | 110.170 | 110.170 | 108.970 | ||
| 396 | 2005.08.26 02:15 | s/l | 125 | 0.10 | 110.170 | 110.170 | 108.970 | -52.00 | 1012335.00 |
| 397 | 2005.08.26 07:55 | buy | 126 | 0.10 | 110.085 | 0.000 | 0.000 | ||
| 398 | 2005.08.26 07:55 | modify | 126 | 0.10 | 110.085 | 109.835 | 111.035 | ||
| 399 | 2005.08.26 10:25 | s/l | 126 | 0.10 | 109.835 | 109.835 | 111.035 | -2500.00 | 1009835.00 |
| 400 | 2005.08.26 11:45 | buy | 127 | 0.10 | 109.645 | 0.000 | 0.000 | ||
| 401 | 2005.08.26 11:45 | modify | 127 | 0.10 | 109.645 | 109.395 | 110.595 | ||
| 402 | 2005.08.26 16:00 | close | 127 | 0.10 | 109.590 | 109.395 | 110.595 | -550.00 | 1009285.00 |
| 403 | 2005.08.29 02:25 | buy | 128 | 0.10 | 109.965 | 0.000 | 0.000 | ||
| 404 | 2005.08.29 02:25 | modify | 128 | 0.10 | 109.965 | 109.715 | 110.915 | ||
| 405 | 2005.08.29 06:20 | modify | 128 | 0.10 | 109.965 | 109.965 | 110.915 | ||
| 406 | 2005.08.29 20:35 | close | 128 | 0.10 | 110.610 | 109.965 | 110.915 | 6450.00 | 1015735.00 |
| 407 | 2005.08.29 21:35 | buy | 129 | 0.10 | 110.625 | 0.000 | 0.000 | ||
| 408 | 2005.08.29 21:35 | modify | 129 | 0.10 | 110.625 | 110.375 | 111.575 | ||
| 409 | 2005.08.30 07:40 | close | 129 | 0.10 | 110.930 | 110.375 | 111.575 | 3035.00 | 1018770.00 |
| 410 | 2005.09.01 08:50 | sell | 130 | 0.10 | 110.800 | 0.000 | 0.000 | ||
| 411 | 2005.09.01 08:50 | modify | 130 | 0.10 | 110.800 | 111.100 | 109.600 | ||
| 412 | 2005.09.01 19:30 | modify | 130 | 0.10 | 110.800 | 110.800 | 109.600 | ||
| 413 | 2005.09.01 21:15 | close | 130 | 0.10 | 109.885 | 110.800 | 109.600 | 9150.00 | 1027920.00 |
| 414 | 2005.09.02 07:35 | sell | 131 | 0.10 | 109.920 | 0.000 | 0.000 | ||
| 415 | 2005.09.02 07:35 | modify | 131 | 0.10 | 109.920 | 110.220 | 108.720 | ||
| 416 | 2005.09.02 16:00 | close | 131 | 0.10 | 109.815 | 110.220 | 108.720 | 1050.00 | 1028970.00 |
| 417 | 2005.09.07 02:00 | buy | 132 | 0.10 | 109.645 | 0.000 | 0.000 | ||
| 418 | 2005.09.07 02:00 | modify | 132 | 0.10 | 109.645 | 109.395 | 110.595 | ||
| 419 | 2005.09.07 12:05 | close | 132 | 0.10 | 109.890 | 109.395 | 110.595 | 2450.00 | 1031420.00 |
| 420 | 2005.09.07 14:50 | buy | 133 | 0.10 | 109.935 | 0.000 | 0.000 | ||
| 421 | 2005.09.07 14:50 | modify | 133 | 0.10 | 109.935 | 109.685 | 110.885 | ||
| 422 | 2005.09.08 00:55 | close | 133 | 0.10 | 110.040 | 109.685 | 110.885 | 1035.00 | 1032455.00 |
| 423 | 2005.09.08 07:05 | buy | 134 | 0.10 | 110.155 | 0.000 | 0.000 | ||
| 424 | 2005.09.08 07:05 | modify | 134 | 0.10 | 110.155 | 109.905 | 111.105 | ||
| 425 | 2005.09.08 12:45 | modify | 134 | 0.10 | 110.155 | 110.155 | 111.105 | ||
| 426 | 2005.09.09 00:00 | close | 134 | 0.10 | 110.500 | 110.155 | 111.105 | 3435.00 | 1035890.00 |
| 427 | 2005.09.14 05:40 | sell | 135 | 0.10 | 110.490 | 0.000 | 0.000 | ||
| 428 | 2005.09.14 05:40 | modify | 135 | 0.10 | 110.490 | 110.790 | 109.290 | ||
| 429 | 2005.09.14 14:50 | modify | 135 | 0.10 | 110.490 | 110.490 | 109.290 | ||
| 430 | 2005.09.15 01:50 | s/l | 135 | 0.10 | 110.490 | 110.490 | 109.290 | -26.00 | 1035864.00 |
| 431 | 2005.09.15 05:20 | buy | 136 | 0.10 | 110.535 | 0.000 | 0.000 | ||
| 432 | 2005.09.15 05:20 | modify | 136 | 0.10 | 110.535 | 110.285 | 111.485 | ||
| 433 | 2005.09.15 12:50 | s/l | 136 | 0.10 | 110.285 | 110.285 | 111.485 | -2500.00 | 1033364.00 |
| 434 | 2005.09.15 14:10 | buy | 137 | 0.10 | 110.365 | 0.000 | 0.000 | ||
| 435 | 2005.09.15 14:10 | modify | 137 | 0.10 | 110.365 | 110.115 | 111.315 | ||
| 436 | 2005.09.15 21:35 | modify | 137 | 0.10 | 110.365 | 110.365 | 111.315 | ||
| 437 | 2005.09.16 16:00 | close | 137 | 0.10 | 110.840 | 110.365 | 111.315 | 4735.00 | 1038099.00 |
| 438 | 2005.09.19 08:10 | buy | 138 | 0.10 | 111.485 | 0.000 | 0.000 | ||
| 439 | 2005.09.19 08:10 | modify | 138 | 0.10 | 111.485 | 111.235 | 112.435 | ||
| 440 | 2005.09.19 18:00 | s/l | 138 | 0.10 | 111.235 | 111.235 | 112.435 | -2500.00 | 1035599.00 |
| 441 | 2005.09.20 18:25 | buy | 139 | 0.10 | 111.515 | 0.000 | 0.000 | ||
| 442 | 2005.09.20 18:25 | modify | 139 | 0.10 | 111.515 | 111.265 | 112.465 | ||
| 443 | 2005.09.20 23:00 | modify | 139 | 0.10 | 111.515 | 111.515 | 112.465 | ||
| 444 | 2005.09.21 00:20 | close | 139 | 0.10 | 111.970 | 111.515 | 112.465 | 4535.00 | 1040134.00 |
| 445 | 2005.09.21 04:00 | buy | 140 | 0.10 | 111.815 | 0.000 | 0.000 | ||
| 446 | 2005.09.21 04:00 | modify | 140 | 0.10 | 111.815 | 111.565 | 112.765 | ||
| 447 | 2005.09.21 08:35 | s/l | 140 | 0.10 | 111.565 | 111.565 | 112.765 | -2500.00 | 1037634.00 |
| 448 | 2005.09.21 09:00 | buy | 141 | 0.10 | 111.735 | 0.000 | 0.000 | ||
| 449 | 2005.09.21 09:00 | modify | 141 | 0.10 | 111.735 | 111.485 | 112.685 | ||
| 450 | 2005.09.21 09:45 | s/l | 141 | 0.10 | 111.485 | 111.485 | 112.685 | -2500.00 | 1035134.00 |